<!DOCTYPE html>
<html lang="en" data-bs-theme="light">
    <head>
        <meta charset="utf-8">
        <meta http-equiv="X-UA-Compatible" content="IE=edge">
        <meta name="viewport" content="width=device-width, initial-scale=1.0">
        
        
        
        <link rel="shortcut icon" href="../../img/favicon.ico">
        <title>连板龙头策略 - 量化策略武器库</title>
        <link href="../../css/bootstrap.min.css" rel="stylesheet">
        <link href="../../css/fontawesome.min.css" rel="stylesheet">
        <link href="../../css/brands.min.css" rel="stylesheet">
        <link href="../../css/solid.min.css" rel="stylesheet">
        <link href="../../css/v4-font-face.min.css" rel="stylesheet">
        <link href="../../css/base.css" rel="stylesheet">
        <link id="hljs-light" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github.min.css" >
        <link id="hljs-dark" rel="stylesheet" href="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/styles/github-dark.min.css" disabled>
        <script src="https://cdnjs.cloudflare.com/ajax/libs/highlight.js/11.8.0/highlight.min.js"></script>
        <script>hljs.highlightAll();</script> 
    </head>

    <body>
        <div class="navbar fixed-top navbar-expand-lg navbar-dark bg-primary">
            <div class="container">
                <a class="navbar-brand" href="../..">量化策略武器库</a>
                <!-- Expander button -->
                <button type="button" class="navbar-toggler" data-bs-toggle="collapse" data-bs-target="#navbar-collapse" aria-controls="navbar-collapse" aria-expanded="false" aria-label="Toggle navigation">
                    <span class="navbar-toggler-icon"></span>
                </button>

                <!-- Expanded navigation -->
                <div id="navbar-collapse" class="navbar-collapse collapse">
                        <!-- Main navigation -->
                        <ul class="nav navbar-nav">
                            <li class="nav-item">
                                <a href="../.." class="nav-link">首页</a>
                            </li>
                            <li class="nav-item">
                                <a href="../../qushi/" class="nav-link">趋势追踪策略</a>
                            </li>
                            <li class="nav-item">
                                <a href="../" class="nav-link">市场中性策略</a>
                            </li>
                            <li class="nav-item">
                                <a href="../../taoli/" class="nav-link">价格套利策略</a>
                            </li>
                            <li class="nav-item">
                                <a href="../../jiazhi/" class="nav-link">价值投资策略</a>
                            </li>
                        </ul>

                    <ul class="nav navbar-nav ms-md-auto">
                        <li class="nav-item">
                            <a href="#" class="nav-link" data-bs-toggle="modal" data-bs-target="#mkdocs_search_modal">
                                <i class="fa fa-search"></i> Search
                            </a>
                        </li>
                    </ul>
                </div>
            </div>
        </div>

        <div class="container">
            <div class="row">
                    <div class="col-md-3"><div class="navbar-expand-md bs-sidebar hidden-print affix" role="complementary">
    <div class="navbar-header">
        <button type="button" class="navbar-toggler collapsed" data-bs-toggle="collapse" data-bs-target="#toc-collapse" title="Table of Contents">
            <span class="fa fa-angle-down"></span>
        </button>
    </div>

    
    <div id="toc-collapse" class="navbar-collapse collapse card bg-body-tertiary">
        <ul class="nav flex-column">
            
            <li class="nav-item" data-bs-level="1"><a href="#_1" class="nav-link">连板龙头策略</a>
              <ul class="nav flex-column">
            <li class="nav-item" data-bs-level="2"><a href="#1" class="nav-link">1. 策略分类和核心逻辑</a>
              <ul class="nav flex-column">
              </ul>
            </li>
            <li class="nav-item" data-bs-level="2"><a href="#2" class="nav-link">2. 选股条件</a>
              <ul class="nav flex-column">
              </ul>
            </li>
            <li class="nav-item" data-bs-level="2"><a href="#3" class="nav-link">3. 买入条件</a>
              <ul class="nav flex-column">
              </ul>
            </li>
            <li class="nav-item" data-bs-level="2"><a href="#4" class="nav-link">4. 卖出条件</a>
              <ul class="nav flex-column">
              </ul>
            </li>
            <li class="nav-item" data-bs-level="2"><a href="#5" class="nav-link">5. 仓位管理</a>
              <ul class="nav flex-column">
              </ul>
            </li>
            <li class="nav-item" data-bs-level="2"><a href="#6" class="nav-link">6. 风控管理</a>
              <ul class="nav flex-column">
              </ul>
            </li>
            <li class="nav-item" data-bs-level="2"><a href="#7" class="nav-link">7. 手动实操步骤（纯人工交易版）</a>
              <ul class="nav flex-column">
              </ul>
            </li>
              </ul>
            </li>
        </ul>
    </div>
</div></div>
                    <div class="col-md-9" role="main">

<h1 id="_1">连板龙头策略</h1>
<h2 id="1">1. 策略分类和核心逻辑</h2>
<ul>
<li>一级分类：事件驱动策略</li>
<li>二级分类：连板龙头股策略</li>
<li>核心逻辑：通过识别市场中的连板龙头股票，在情绪周期上升阶段参与最强标的，利用龙头股的溢价效应获取超额收益，同时通过严格的仓位控制和卖出条件管理风险。</li>
</ul>
<h2 id="2">2. 选股条件</h2>
<ul>
<li>选股范围：全市场A股（排除科创板、北交所、ST股、停牌股、上市未满50天新股）</li>
<li>筛选方法：</li>
<li>基础过滤：排除不符合条件的股票</li>
<li>涨停识别：筛选当日涨停股票</li>
<li>连板计算：计算每只股票的连续涨停天数</li>
<li>龙头确定：选择连板天数最高的股票作为龙头</li>
<li>核心指标：按5日平均换手率排序，选择换手率最小的标的</li>
</ul>
<h2 id="3">3. 买入条件</h2>
<ul>
<li>买入时机：上午9:30开盘后立即执行</li>
<li>买入方式：</li>
<li>开盘未涨停：使用市价单立即买入</li>
<li>开盘涨停：使用限价单排板买入</li>
<li>排序规则：当出现多只龙头股时，选择换手率最小的标的</li>
<li>数量限制：最多持有10只股票</li>
</ul>
<h2 id="4">4. 卖出条件</h2>
<ul>
<li>卖出条件1：当日不涨停</li>
<li>卖出条件2：持有超过2个交易日</li>
<li>卖出条件3：已实现盈利</li>
<li>执行时点：下午14:50执行卖出</li>
<li>卖出原则：满足条件1的前提下，条件2或条件3任一满足即卖出</li>
</ul>
<h2 id="5">5. 仓位管理</h2>
<ul>
<li>分仓数量：最多同时持有10只股票</li>
<li>资金分配：等分总资金到每只持仓股</li>
<li>仓位控制：单只股票仓位不超过总资金的10%</li>
<li>持仓限制：确保持股数量不超过分仓上限</li>
</ul>
<h2 id="6">6. 风控管理</h2>
<ul>
<li>流动性风控：通过换手率筛选避免流动性风险</li>
<li>价格风控：涨停板买入限制追高风险</li>
<li>时间风控：2天持有期限控制风险暴露时间</li>
<li>分散风控：多股票持仓分散单一标的风险</li>
<li>强制卖出：不涨停即卖出的纪律性风控</li>
</ul>
<h2 id="7">7. 手动实操步骤（纯人工交易版）</h2>
<p>第一步：盘前准备（每个交易日9:01前）</p>
<ol>
<li>数据收集：</li>
<li>获取前一日涨停股票列表</li>
<li>计算每只股票的连续涨停天数</li>
<li>
<p>排除ST、次新、停牌股票</p>
</li>
<li>
<p>龙头识别：</p>
</li>
<li>找出连板天数最高的股票</li>
<li>记录候选龙头股名单</li>
</ol>
<p>第二步：开盘决策（9:15-9:30）</p>
<ol>
<li>换手率排序：</li>
<li>计算候选股的5日平均换手率</li>
<li>
<p>按换手率从小到大排序</p>
</li>
<li>
<p>最终选择：</p>
</li>
<li>选择换手率最小的龙头股</li>
<li>确保总持仓不超过10只</li>
</ol>
<p>第三步：买入执行（9:30）</p>
<ol>
<li>买入判断：</li>
<li>观察开盘是否涨停</li>
<li>未涨停：立即市价买入</li>
<li>
<p>已涨停：限价单排板</p>
</li>
<li>
<p>仓位控制：</p>
</li>
<li>计算单股买入金额：总资金/10</li>
<li>确保不超过仓位限制</li>
</ol>
<p>第四步：盘中监控</p>
<ol>
<li>持仓跟踪：</li>
<li>记录每只股票的买入日期</li>
<li>
<p>监控是否继续涨停</p>
</li>
<li>
<p>盈利计算：</p>
</li>
<li>实时计算持仓盈亏</li>
<li>为卖出决策做准备</li>
</ol>
<p>第五步：卖出执行（14:50）</p>
<ol>
<li>卖出条件检查：</li>
<li>检查持仓股是否涨停</li>
<li>计算持有天数</li>
<li>
<p>计算当前盈亏</p>
</li>
<li>
<p>卖出决策：</p>
</li>
<li>不涨停的股票进入卖出流程</li>
<li>持有超2天或已盈利的股票卖出</li>
<li>严格执行卖出纪律</li>
</ol>
<p>第六步：盘后复盘</p>
<ol>
<li>持仓整理：</li>
<li>更新持仓记录</li>
<li>计算总体收益</li>
<li>
<p>准备次日交易计划</p>
</li>
<li>
<p>策略优化：</p>
</li>
<li>分析交易记录</li>
<li>调整选股参数</li>
<li>优化买卖时机</li>
</ol>
<p>风险提示：该策略属于高风险高收益类型，连板股波动性极大，可能出现连续跌停无法卖出的风险。需要严格执行止损纪律，控制单票仓位，避免过度集中。市场情绪转换时策略可能面临较大回撤。</p></div>
            </div>
        </div>

        <footer class="col-md-12">
            <hr>
            <p>Documentation built with <a href="https://www.mkdocs.org/">MkDocs</a>.</p>
        </footer>
        <script src="../../js/bootstrap.bundle.min.js"></script>
        <script>
            var base_url = "../..",
                shortcuts = {"help": 191, "next": 78, "previous": 80, "search": 83};
        </script>
        <script src="../../js/base.js"></script>
        <script src="../../search/main.js"></script>

        <div class="modal" id="mkdocs_search_modal" tabindex="-1" role="dialog" aria-labelledby="searchModalLabel" aria-hidden="true">
    <div class="modal-dialog modal-lg">
        <div class="modal-content">
            <div class="modal-header">
                <h4 class="modal-title" id="searchModalLabel">Search</h4>
                <button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
            </div>
            <div class="modal-body">
                <p>From here you can search these documents. Enter your search terms below.</p>
                <form>
                    <div class="form-group">
                        <input type="search" class="form-control" placeholder="Search..." id="mkdocs-search-query" title="Type search term here">
                    </div>
                </form>
                <div id="mkdocs-search-results" data-no-results-text="No results found"></div>
            </div>
            <div class="modal-footer">
            </div>
        </div>
    </div>
</div><div class="modal" id="mkdocs_keyboard_modal" tabindex="-1" role="dialog" aria-labelledby="keyboardModalLabel" aria-hidden="true">
    <div class="modal-dialog">
        <div class="modal-content">
            <div class="modal-header">
                <h4 class="modal-title" id="keyboardModalLabel">Keyboard Shortcuts</h4>
                <button type="button" class="btn-close" data-bs-dismiss="modal" aria-label="Close"></button>
            </div>
            <div class="modal-body">
              <table class="table">
                <thead>
                  <tr>
                    <th style="width: 20%;">Keys</th>
                    <th>Action</th>
                  </tr>
                </thead>
                <tbody>
                  <tr>
                    <td class="help shortcut"><kbd>?</kbd></td>
                    <td>Open this help</td>
                  </tr>
                  <tr>
                    <td class="next shortcut"><kbd>n</kbd></td>
                    <td>Next page</td>
                  </tr>
                  <tr>
                    <td class="prev shortcut"><kbd>p</kbd></td>
                    <td>Previous page</td>
                  </tr>
                  <tr>
                    <td class="search shortcut"><kbd>s</kbd></td>
                    <td>Search</td>
                  </tr>
                </tbody>
              </table>
            </div>
            <div class="modal-footer">
            </div>
        </div>
    </div>
</div>

    </body>
</html>
